Freidlin-Wentzell's large deviations for homeomorphism flows of non-Lipschitz SDEs |
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| Authors: | Jiagang Ren Xicheng Zhang |
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| Institution: | a Department of Mathematics, Huazhong University of Science and Technology, Wuhan, Hubei 430074, PR China
b School of Mathematics and Computational Science, Zhongshan University, Guangzhou, Guangdong 510275, PR China |
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| Abstract: | We prove a Freidlin-Wentzell large deviation principle for multi-dimensional stochastic differential equations with non-Lipschitz coefficients and apply it to the Brownian motion on the diffeomorphism group of the disc constructed recently by Airault, Malliavin and Thalmaier. |
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| Keywords: | 60H10 60F10 |
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